+58.1%
MP vs Z
-64.8%
+123.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | -2.9% | -3.0% | +0.2% | -1.8% |
| 30D | +13.8% | -4.2% | +18.0% | +14.9% |
| 3M | -16.7% | -3.7% | -13.0% | -17.0% |
| 6M | -11.5% | -24.5% | +13.0% | -3.4% |
| YTD | +7.9% | -49.3% | +57.2% | +35.8% |
| 1Y | -15.0% | -58.7% | +43.6% | +14.3% |
| 3Y | +153.5% | -34.1% | +187.6% | +168.5% |
| All | +58.1% | -64.8% | +123.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling